2 citations · 2 across the 2 of their papers we have counts for
2 papers
q-fin.MF2025
Pricing Model for Data Assets in Investment-Consumption Framework with Ambiguity
Xiaoshan Chen, Chen Yang, Zhou Yang
Data assets are data commodities that have been processed, produced, priced, and traded based on actual demand. Reasonable pricing mechanism for data assets is essential for develo…
math.OC2023★ 2 cited
A Problem of Finite-Horizon Optimal Switching and Stochastic Control for Utility Maximization
Zhou Yang, Junkee Jeon
In this paper, we undertake an investigation into the utility maximization problem faced by an economic agent who possesses the option to switch jobs, within a scenario featuring t…